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H
BestScopePeriodSample%ChangeS&P500
1
+IndustryYearTop 25
63.26%
18.35%
-GlobalYearLast 25
-0.77%
18.35%
5
+IndustryYearTop 10
51.67%
17.65%
-GlobalYearLast 5
4.29%
17.65%
A
+IndustryYearTop 5
41.97%
16.03%
-GlobalMonthLast 25
1.39%
1.26%

Treynor Ratio

Also known as reward-to-volatility ratio is a measure of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk. We are using 3-years of returns, monthly samples and the SPY index as a benchmark.



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